+547.9%
FAST vs EME
+996.0%
-448.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +7.3% | -4.3% | +0.9% |
| 7D | +3.8% | -4.4% | +8.2% | +4.8% |
| 30D | +8.1% | -17.3% | +25.3% | +13.6% |
| 3M | +5.8% | -20.0% | +25.8% | +12.0% |
| 6M | +24.9% | -29.1% | +53.9% | +35.7% |
| YTD | +38.9% | +6.9% | +32.0% | +31.2% |
| 1Y | +36.5% | +0.8% | +35.7% | +31.2% |
| 3Y | +98.1% | +214.4% | -116.3% | +16.0% |
| 5Y | +109.3% | +404.2% | -294.9% | -1.0% |
| 10Y | +547.9% | +941.9% | -394.0% | +119.2% |
| All | +547.9% | +996.0% | -448.1% | +119.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling